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CPE: A Parallel Library for Financial Engineering Applications
October 2005 (vol. 38 no. 10)
pp. 70-77
| ASCII Text | x | ||
| Monk-Ping Leong, Chi-Chiu Cheung, Chin-Wang Cheung, Polly P.M. Wan, Ivan K.H. Leung, Winnie M.M. Yeung, Wing-Seung Yuen, Kenneth S.K. Chow, Kwong-Sak Leung, Philip H.W. Leong, "CPE: A Parallel Library for Financial Engineering Applications," Computer, vol. 38, no. 10, pp. 70-77, October, 2005. | |||
| BibTex | x | ||
| @article{ 10.1109/MC.2005.337, author = {Monk-Ping Leong and Chi-Chiu Cheung and Chin-Wang Cheung and Polly P.M. Wan and Ivan K.H. Leung and Winnie M.M. Yeung and Wing-Seung Yuen and Kenneth S.K. Chow and Kwong-Sak Leung and Philip H.W. Leong}, title = {CPE: A Parallel Library for Financial Engineering Applications}, journal ={Computer}, volume = {38}, number = {10}, issn = {0018-9162}, year = {2005}, pages = {70-77}, doi = {http://doi.ieeecomputersociety.org/10.1109/MC.2005.337}, publisher = {IEEE Computer Society}, address = {Los Alamitos, CA, USA}, } | |||
| RefWorks Procite/RefMan/Endnote | x | ||
| TY - MGZN JO - Computer TI - CPE: A Parallel Library for Financial Engineering Applications IS - 10 SN - 0018-9162 SP70 EP77 EPD - 70-77 A1 - Monk-Ping Leong, A1 - Chi-Chiu Cheung, A1 - Chin-Wang Cheung, A1 - Polly P.M. Wan, A1 - Ivan K.H. Leung, A1 - Winnie M.M. Yeung, A1 - Wing-Seung Yuen, A1 - Kenneth S.K. Chow, A1 - Kwong-Sak Leung, A1 - Philip H.W. Leong, PY - 2005 KW - Clustertech parallel environment KW - Financial engineering KW - Parallel computing KW - CPE architecture KW - Monte Carlo simulation KW - Finite-difference calculation VL - 38 JA - Computer ER - | |||
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/MC.2005.337
The Clustertech parallel environment is an object-oriented C++ library that uses abstractions to simplify parallel programming for financial engineering applications. The message passing interface ensures CPE?s portability and performance over a wide range of parallel cluster and symmetric multiprocessing machines.
Index Terms:
Clustertech parallel environment, Financial engineering, Parallel computing, CPE architecture, Monte Carlo simulation, Finite-difference calculation
Citation:
Monk-Ping Leong, Chi-Chiu Cheung, Chin-Wang Cheung, Polly P.M. Wan, Ivan K.H. Leung, Winnie M.M. Yeung, Wing-Seung Yuen, Kenneth S.K. Chow, Kwong-Sak Leung, Philip H.W. Leong, "CPE: A Parallel Library for Financial Engineering Applications," Computer, vol. 38, no. 10, pp. 70-77, Oct. 2005, doi:10.1109/MC.2005.337
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